cbcintlinprog added

1 files changed, 172 insertions, 0 deletions

diff --git a/sci_gateway/cpp/cpp_intfminbnd.cpp b/sci_gateway/cpp/cpp_intfminbnd.cpp
new file mode 100644
index 0000000..4914111
--- /dev/null
+++ b/sci_gateway/cpp/cpp_intfminbnd.cpp
@@ -0,0 +1,172 @@
+// Copyright (C) 2016 - IIT Bombay - FOSSEE
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+// Author: Harpreet Singh
+// Organization: FOSSEE, IIT Bombay
+// Email: toolbox@scilab.in
+
+#include "CoinPragma.hpp"
+#include "CoinTime.hpp"
+#include "CoinError.hpp"
+
+#include "BonOsiTMINLPInterface.hpp"
+#include "BonIpoptSolver.hpp"
+#include "minbndTMINLP.hpp"
+#include "BonCbc.hpp"
+#include "BonBonminSetup.hpp"
+
+#include "BonOACutGenerator2.hpp"
+#include "BonEcpCuts.hpp"
+#include "BonOaNlpOptim.hpp"
+
+#include "sci_iofunc.hpp"
+extern  "C"
+{
+#include "call_scilab.h"
+#include <api_scilab.h>
+#include <Scierror.h>
+#include <BOOL.h>
+#include <localization.h>
+#include <sciprint.h>
+
+int cpp_intfminbnd(char *fname)
+{
+  	using namespace Ipopt;
+  	using namespace Bonmin;
+
+	CheckInputArgument(pvApiCtx, 8, 8);
+	CheckOutputArgument(pvApiCtx, 3, 3);
+
+	// Input arguments
+	Number *integertolerance=NULL, *maxnodes=NULL, *allowablegap=NULL, *cputime=NULL,*max_iter=NULL, *lb = NULL, *ub = NULL;
+	static unsigned int nVars = 0;
+	unsigned int temp1 = 0,temp2 = 0, iret = 0;
+	int x0_rows, x0_cols,intconSize;
+	Number *intcon = NULL,*options=NULL, *ifval=NULL;
+	
+	// Output arguments
+	Number *fX = NULL, ObjVal=0,iteration=0,cpuTime=0,fobj_eval=0;
+	Number dual_inf, constr_viol, complementarity, kkt_error;
+	int rstatus = 0;
+	
+	if(getDoubleMatrixFromScilab(4, &x0_rows, &x0_cols, &lb))
+	{
+		return 1;
+	}
+	
+	if(getDoubleMatrixFromScilab(5, &x0_rows, &x0_cols, &ub))
+	{
+		return 1;
+	}
+
+	// Getting intcon
+	if (getDoubleMatrixFromScilab(6,&intconSize,&temp2,&intcon))
+	{
+		return 1;
+	}
+
+    //Initialization of parameters
+	nVars=x0_rows;
+	temp1 = 1;
+	temp2 = 1;
+
+	//Getting parameters
+	if (getFixedSizeDoubleMatrixInList(7,2,temp1,temp2,&integertolerance))
+	{
+		return 1;
+	}
+	if (getFixedSizeDoubleMatrixInList(7,4,temp1,temp2,&maxnodes))
+	{
+		return 1;
+	}
+	if (getFixedSizeDoubleMatrixInList(7,6,temp1,temp2,&cputime))
+	{
+		return 1;
+	}
+	if (getFixedSizeDoubleMatrixInList(7,8,temp1,temp2,&allowablegap))
+	{
+		return 1;
+	}
+	if (getFixedSizeDoubleMatrixInList(7,10,temp1,temp2,&max_iter))
+	{
+		return 1;
+	}
+
+	SmartPtr<minbndTMINLP> tminlp = new minbndTMINLP(nVars,lb,ub,intconSize,intcon);
+
+	BonminSetup bonmin;
+	bonmin.initializeOptionsAndJournalist();
+
+	bonmin.options()->SetStringValue("mu_oracle","loqo");
+    bonmin.options()->SetNumericValue("bonmin.integer_tolerance", *integertolerance);
+    bonmin.options()->SetIntegerValue("bonmin.node_limit", (int)*maxnodes);
+    bonmin.options()->SetNumericValue("bonmin.time_limit", *cputime);
+    bonmin.options()->SetNumericValue("bonmin.allowable_gap", *allowablegap);
+    bonmin.options()->SetIntegerValue("bonmin.iteration_limit", (int)*max_iter);
+
+	//Now initialize from tminlp
+	bonmin.initialize(GetRawPtr(tminlp));
+
+	//Set up done, now let's branch and bound
+	try {
+	Bab bb;
+	bb(bonmin);//process parameter file using Ipopt and do branch and bound using Cbc
+	}
+	catch(TNLPSolver::UnsolvedError *E) {
+	Scierror(999, "\nIpopt has failed to solve the problem!\n");
+	}
+	catch(OsiTMINLPInterface::SimpleError &E) {
+	  Scierror(999, "\nFailed to solve a problem!\n");
+	}
+	catch(CoinError &E) {
+	  Scierror(999, "\nFailed to solve a problem!\n");
+	}
+	rstatus=tminlp->returnStatus();
+
+	if(rstatus==0 ||rstatus== 3)
+	{
+		fX = tminlp->getX();
+		ObjVal = tminlp->getObjVal();
+		if (returnDoubleMatrixToScilab(1, nVars, 1, fX))
+		{
+			return 1;
+		}
+
+		if (returnDoubleMatrixToScilab(2, 1, 1, &ObjVal))
+		{
+			return 1;
+		}
+
+		if (returnIntegerMatrixToScilab(3, 1, 1, &rstatus))
+		{
+			return 1;
+		}
+	
+	}
+	else
+	{
+		if (returnDoubleMatrixToScilab(1, 0, 0, fX))
+		{
+			return 1;
+		}
+
+		if (returnDoubleMatrixToScilab(2, 1, 1, &ObjVal))
+		{
+			return 1;
+		}
+
+		if (returnIntegerMatrixToScilab(3, 1, 1, &rstatus))
+		{
+			return 1;
+		}
+	
+	}
+
+	return 0;
+	}
+}
+